An Object-Oriented Framework for Robust Multivariate Analysis

This introduction to the R package rrcov is a (slightly) modified version of Todorov and Filzmoser (2009), published in the Journal of Statistical Software. Taking advantage of the S4 class system of the programming environment R, which facilitates the creation and maintenance of reusable and modular components, an object oriented framework for robust multivariate analysis was developed. The framework resides in the packages robustbase and rrcov and includes an almost complete set of algorithms for computing robust multivariate location and scatter, various robust methods for principal component analysis as well as robust linear and quadratic discriminant analysis. The design of these methods follows common patterns which we call statistical design patterns in analogy to the design patterns widely used in software engineering. The application of the framework to data analysis as well as possible extensions by the development of new methods is demonstrated on examples which themselves are part of the package rrcov.